| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,826.63 |
1,820.23 |
-6.40 |
-0.4% |
1,834.28 |
| High |
1,846.53 |
1,839.77 |
-6.76 |
-0.4% |
1,871.28 |
| Low |
1,805.28 |
1,784.39 |
-20.89 |
-1.2% |
1,784.39 |
| Close |
1,839.57 |
1,810.88 |
-28.69 |
-1.6% |
1,810.88 |
| Range |
41.25 |
55.38 |
14.13 |
34.3% |
86.89 |
| ATR |
43.60 |
44.44 |
0.84 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,977.82 |
1,949.73 |
1,841.34 |
|
| R3 |
1,922.44 |
1,894.35 |
1,826.11 |
|
| R2 |
1,867.06 |
1,867.06 |
1,821.03 |
|
| R1 |
1,838.97 |
1,838.97 |
1,815.96 |
1,825.33 |
| PP |
1,811.68 |
1,811.68 |
1,811.68 |
1,804.86 |
| S1 |
1,783.59 |
1,783.59 |
1,805.80 |
1,769.95 |
| S2 |
1,756.30 |
1,756.30 |
1,800.73 |
|
| S3 |
1,700.92 |
1,728.21 |
1,795.65 |
|
| S4 |
1,645.54 |
1,672.83 |
1,780.42 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.85 |
2,033.76 |
1,858.67 |
|
| R3 |
1,995.96 |
1,946.87 |
1,834.77 |
|
| R2 |
1,909.07 |
1,909.07 |
1,826.81 |
|
| R1 |
1,859.98 |
1,859.98 |
1,818.84 |
1,841.08 |
| PP |
1,822.18 |
1,822.18 |
1,822.18 |
1,812.74 |
| S1 |
1,773.09 |
1,773.09 |
1,802.92 |
1,754.19 |
| S2 |
1,735.29 |
1,735.29 |
1,794.95 |
|
| S3 |
1,648.40 |
1,686.20 |
1,786.99 |
|
| S4 |
1,561.51 |
1,599.31 |
1,763.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,871.28 |
1,784.39 |
86.89 |
4.8% |
49.42 |
2.7% |
30% |
False |
True |
|
| 10 |
1,874.83 |
1,784.39 |
90.44 |
5.0% |
44.62 |
2.5% |
29% |
False |
True |
|
| 20 |
1,993.12 |
1,784.39 |
208.73 |
11.5% |
41.14 |
2.3% |
13% |
False |
True |
|
| 40 |
2,055.82 |
1,784.39 |
271.43 |
15.0% |
38.90 |
2.1% |
10% |
False |
True |
|
| 60 |
2,055.82 |
1,784.39 |
271.43 |
15.0% |
36.85 |
2.0% |
10% |
False |
True |
|
| 80 |
2,055.82 |
1,712.33 |
343.49 |
19.0% |
36.29 |
2.0% |
29% |
False |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
21.4% |
37.19 |
2.1% |
37% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
21.4% |
38.73 |
2.1% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,075.14 |
|
2.618 |
1,984.75 |
|
1.618 |
1,929.37 |
|
1.000 |
1,895.15 |
|
0.618 |
1,873.99 |
|
HIGH |
1,839.77 |
|
0.618 |
1,818.61 |
|
0.500 |
1,812.08 |
|
0.382 |
1,805.55 |
|
LOW |
1,784.39 |
|
0.618 |
1,750.17 |
|
1.000 |
1,729.01 |
|
1.618 |
1,694.79 |
|
2.618 |
1,639.41 |
|
4.250 |
1,549.03 |
|
|